Copulas pareto: characterizations and dependence measures
Küçük Resim Yok
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maltepe Üniversitesi
Erişim Hakkı
CC0 1.0 Universal
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Özet
A bivariate copula can be statistically interpreted as a bivariate distribution function with uniform marginals. Sklar (1959) argues that for any bivariate distribution function, say H with marginals F and G, there exists a copula functional, say C, such that H(x, y) = C[F (x), G(y)], for (x, y) T in the support of H. This article provides Copulas pareto using Sklar theorem and new characterizations and dependence measures Kendall’s tau and Spearman’s rho of the Copulas pareto.
Açıklama
Anahtar Kelimeler
Kaynak
International Conference of Mathematical Sciences
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
Künye
Bekrizadeh, H. (2009). Copulas pareto: characterizations and dependence measures. Maltepe Üniversitesi. s. 186.
